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Related papers: Return Probabilities for the Reflected Random Walk…

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The analysis of the return probability is one of the most essential and fundamental topics in the study of classical random walks. In this paper, we study the return probability of quantum and correlated random walks in the one-dimensional…

Mathematical Physics · Physics 2022-04-25 Chusei Kiumi , Norio Konno , Shunya Tamura

The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…

Probability · Mathematics 2010-04-08 Alexander E. Holroyd , James Propp

Random walks are a series of up, down, and level steps that enumerate distinct paths from $(0,0)$ to $(2n,0)$, where $n$ is the semi-length of the path. We used these paths to analyze Catalan, Schr\"{o}der, and Motzkin number sequences…

Combinatorics · Mathematics 2018-11-08 Tonia Bell , Shakuan Frankson , Nikita Sachdeva , Myka Terry

It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…

Probability · Mathematics 2010-11-01 Ken R. Duffy , Sean P. Meyn

We study the asymptotic behaviour of a $d$-dimensional self-interacting random walk $X_n$ ($n = 1,2,...$) which is repelled or attracted by the centre of mass $G_n = n^{-1} \sum_{i=1}^n X_i$ of its previous trajectory. The walk's trajectory…

Probability · Mathematics 2011-06-21 Francis Comets , Mikhail V. Menshikov , Stanislav Volkov , Andrew R. Wade

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

Statistical Mechanics · Physics 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

The problem of how many trajectories of a random walker in a potential are needed to reconstruct the values of this potential is studied. We show that this problem can be solved by calculating the probability of survival of an abstract…

Statistical Mechanics · Physics 2009-11-13 Simona Cocco , Remi Monasson

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite…

Probability · Mathematics 2018-08-17 Tianyao Chen , Xue Cheng , Jingping Yang

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line $ (- \infty,0] \times {0}$ before time $n$. Let $X^{(1)}=(X_{1},X_{2})$ be the increment of the two-dimensional random…

Probability · Mathematics 2012-12-13 Yasunari Fukai

Let $\{\boldsymbol{X}_n\}$ be a discrete-time $d$-dimensional process on $\mathbb{Z}_+^d$ with a supplemental (background) process $\{J_n\}$ on a finite set and assume the joint process $\{\boldsymbol{Y}_n\}=\{(\boldsymbol{X}_n,J_n)\}$ to…

Probability · Mathematics 2015-02-17 Toshihisa Ozawa

Random paths are time continuous interpolations of random walks. By using Littelmann path model, we associate to each irreducible highest weight module of a Kac Moody algebra g a random path W. Under suitable hypotheses, we make explicit…

Combinatorics · Mathematics 2013-12-24 Cédric Lecouvey , Emmanuel Lesigne , Marc Peigné

We consider a random walk X_n in non-i.i.d. environment and show that the ratio of log X_n to log n converges in probability to a positive constant.

Probability · Mathematics 2007-05-23 Alexander Roitershtein

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

Statistics Theory · Mathematics 2012-07-04 Michel Broniatowski , Zhansheng Cao

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience…

Probability · Mathematics 2012-03-16 Yuval Peres , Serguei Popov , Perla Sousi

In this paper we consider an excited random walk on $\mathbb{Z}$ in identically piled periodic environment. This is a discrete time process on $\mathbb{Z}$ defined by parameters $(p_1,\dots p_M) \in [0,1]^M$ for some positive integer $M$,…

Probability · Mathematics 2018-04-05 Gady Kozma , Tal Orenshtein , Igor Shinkar

A particle moves among the vertices of an $(m+1)$-gon which are labeled clockwise as $0,1,...,m$. The particle starts at 0 and thereafter at each step it moves to the adjacent vertex, going clockwise with a known probability $p$, or…

Probability · Mathematics 2007-06-13 Jyotirmoy Sarkar

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

adap-org · Physics 2009-10-31 Roger Bidaux , Nino Boccara
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